claqr2.f

famous linear algebra library (LAPACK) ports to windows

      IF( KTOP.GT.KBOT )
     $   RETURN
*     ... nor for an empty deflation window. ====
      IF( NW.LT.1 )
     $   RETURN
*
*     ==== Machine constants ====
*
      SAFMIN = SLAMCH( 'SAFE MINIMUM' )
      SAFMAX = RONE / SAFMIN
      CALL SLABAD( SAFMIN, SAFMAX )
      ULP = SLAMCH( 'PRECISION' )
      SMLNUM = SAFMIN*( REAL( N ) / ULP )
*
*     ==== Setup deflation window ====
*
      JW = MIN( NW, KBOT-KTOP+1 )
      KWTOP = KBOT - JW + 1
      IF( KWTOP.EQ.KTOP ) THEN
         S = ZERO
      ELSE
         S = H( KWTOP, KWTOP-1 )
      END IF
*
      IF( KBOT.EQ.KWTOP ) THEN
*
*        ==== 1-by-1 deflation window: not much to do ====
*
         SH( KWTOP ) = H( KWTOP, KWTOP )
         NS = 1
         ND = 0
         IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
     $       KWTOP ) ) ) ) THEN

            NS = 0
            ND = 1
            IF( KWTOP.GT.KTOP )
     $         H( KWTOP, KWTOP-1 ) = ZERO
         END IF
         RETURN
      END IF
*
*     ==== Convert to spike-triangular form.  (In case of a
*     .    rare QR failure, this routine continues to do
*     .    aggressive early deflation using that part of
*     .    the deflation window that converged using INFQR
*     .    here and there to keep track.) ====
*
      CALL CLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
      CALL CCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
*
      CALL CLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
      CALL CLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
     $             JW, V, LDV, INFQR )
*
*     ==== Deflation detection loop ====
*
      NS = JW
      ILST = INFQR + 1
      DO 10 KNT = INFQR + 1, JW
*
*        ==== Small spike tip deflation test ====
*
         FOO = CABS1( T( NS, NS ) )
         IF( FOO.EQ.RZERO )
     $      FOO = CABS1( S )
         IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
     $        THEN
*
*           ==== One more converged eigenvalue ====
*
            NS = NS - 1
         ELSE
*
*           ==== One undflatable eigenvalue.  Move it up out of the
*           .    way.   (CTREXC can not fail in this case.) ====
*
            IFST = NS
            CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
            ILST = ILST + 1
         END IF
   10 CONTINUE
*
*        ==== Return to Hessenberg form ====
*
      IF( NS.EQ.0 )
     $   S = ZERO
*
      IF( NS.LT.JW ) THEN
*
*        ==== sorting the diagonal of T improves accuracy for
*        .    graded matrices.  ====
*
         DO 30 I = INFQR + 1, NS
            IFST = I
            DO 20 J = I + 1, NS
               IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
     $            IFST = J
   20       CONTINUE
            ILST = I
            IF( IFST.NE.ILST )
     $         CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
   30    CONTINUE
      END IF
*
*     ==== Restore shift/eigenvalue array from T ====
*
      DO 40 I = INFQR + 1, JW
         SH( KWTOP+I-1 ) = T( I, I )
   40 CONTINUE
*
*
      IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
         IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
*
*           ==== Reflect spike back into lower triangle ====
*
            CALL CCOPY( NS, V, LDV, WORK, 1 )
            DO 50 I = 1, NS
               WORK( I ) = CONJG( WORK( I ) )
   50       CONTINUE
            BETA = WORK( 1 )
            CALL CLARFG( NS, BETA, WORK( 2 ), 1, TAU )
            WORK( 1 ) = ONE
*
            CALL CLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
*
            CALL CLARF( 'L', NS, JW, WORK, 1, CONJG( TAU ), T, LDT,
     $                  WORK( JW+1 ) )
            CALL CLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
     $                  WORK( JW+1 ) )
            CALL CLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
     $                  WORK( JW+1 ) )
*
            CALL CGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
     $                   LWORK-JW, INFO )
         END IF
*
*        ==== Copy updated reduced window into place ====
*
         IF( KWTOP.GT.1 )
     $      H( KWTOP, KWTOP-1 ) = S*CONJG( V( 1, 1 ) )
         CALL CLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
         CALL CCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
     $               LDH+1 )
*
*        ==== Accumulate orthogonal matrix in order update
*        .    H and Z, if requested.  (A modified version
*        .    of  CUNGHR that accumulates block Householder
*        .    transformations into V directly might be
*        .    marginally more efficient than the following.) ====
*
         IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
            CALL CUNGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
     $                   LWORK-JW, INFO )
            CALL CGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
     $                  WV, LDWV )
            CALL CLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
         END IF
*
*        ==== Update vertical slab in H ====
*
         IF( WANTT ) THEN
            LTOP = 1
         ELSE
            LTOP = KTOP
         END IF
         DO 60 KROW = LTOP, KWTOP - 1, NV
            KLN = MIN( NV, KWTOP-KROW )
            CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
     $                  LDH, V, LDV, ZERO, WV, LDWV )
            CALL CLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
   60    CONTINUE
*
*        ==== Update horizontal slab in H ====
*
         IF( WANTT ) THEN
            DO 70 KCOL = KBOT + 1, N, NH
               KLN = MIN( NH, N-KCOL+1 )
               CALL CGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
     $                     H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
               CALL CLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
     $                      LDH )
   70       CONTINUE
         END IF
*
*        ==== Update vertical slab in Z ====
*
         IF( WANTZ ) THEN
            DO 80 KROW = ILOZ, IHIZ, NV
               KLN = MIN( NV, IHIZ-KROW+1 )
               CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
     $                     LDZ, V, LDV, ZERO, WV, LDWV )
               CALL CLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
     $                      LDZ )
   80       CONTINUE
         END IF
      END IF
*
*     ==== Return the number of deflations ... ====
*
      ND = JW - NS
*
*     ==== ... and the number of shifts. (Subtracting
*     .    INFQR from the spike length takes care
*     .    of the case of a rare QR failure while
*     .    calculating eigenvalues of the deflation
*     .    window.)  ====
*
      NS = NS - INFQR
*
*      ==== Return optimal workspace. ====
*
      WORK( 1 ) = CMPLX( LWKOPT, 0 )
*
*     ==== End of CLAQR2 ====
*
      END